+63.4%
TSLA vs P
+175.5%
-112.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.2% |
| 7D | -10.4% | -23.8% | +13.4% | -3.2% |
| 30D | -5.2% | -36.6% | +31.4% | +7.7% |
| 3M | +12.1% | +10.9% | +1.2% | +6.3% |
| 6M | -10.2% | +30.0% | -40.1% | -20.0% |
| YTD | -20.3% | +44.4% | -64.7% | -32.2% |
| 1Y | -19.7% | +3.9% | -23.6% | -26.3% |
| 3Y | +63.4% | +176.6% | -113.2% | +8.7% |
| All | +63.4% | +175.5% | -112.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling